Download and install the toolkit. It gets installed to C:\Program Files (x86)\Microsoft SDKs\Windows Phone\v7.0\Toolkit\Nov10\Bin\Microsoft.Phone.Controls.Toolkit.dll if you were wondering. It should automatically appear as an option as Microsoft.Phone.Controls.Toolkit when you go to add a reference.

Change your app.xaml.cs file in the InitializePhoneApplication() method so that RootFrame is of type TransitionFrame:

Then, under the root element of each page (which should be <phone:PhoneApplicationPage> add the transition you want. You'll need to add the xmlns to dll, like this: xmlns:toolkit="clr-namespace:Microsoft.Phone.Controls;assembly=Microsoft.Phone.Controls.Toolkit"

If you want Turnstile transtion, it would look like this:

If you want Slide transitions, it would look like this:

And that’s it! You can also play around with the other transition modes supported, which are roll, swivel and rotate.